Taylor gets to utter the title line, but he's referring to a fight, not a romance. This is My Affair is, in one respect, a typical Twentieth-Century Fox product of the period, in that it indulges the studio's peculiar nostalgia for the Gay Nineties (no pun intended) or thereabouts. The year is 1901, or it will be after a present-day prologue set at Arlington National Cemetery, where tourists are baffled by the gravestone of one Lt. Richard L. Perry, whose date of death is conspicuously hidden by some shrubbery. The tour guides have no explanation why this apparent nobody lies alongside America's heroes, which leaves it up to the rest of the picture to fill us in. Perry (Taylor) is a Navy man and a hero of the late war with Spain. This resume inspires President McKinley (Frank Conroy) to recruit Perry for a super-secret mission to break up a bank-robbery gang operating in the Midwest. How super is the secret? Because the President suspects that the robbers are getting inside information from someone in the government, Perry's mission to infiltrate the gang and find the source of their information can be known only by himself and the Chief Executive.
Sigh. At that point, even those in the audience, then or now, who are historically illiterate must know that McKinley is doomed. To bring everyone up to speed, Perry has until mid-September to finish his job or else things will abruptly get much more difficult for him -- and he isn't going to make the deadline. Movies love this kind of plot, but it always defies common sense. Consider This is My Affair to have tripped out of the starting gate.
Perry makes his way to St. Paul MN, where a friendly gambler (John Carradine unfortunately isn't around long enough to justify his relatively high billing) introduces him to casino owner Bat Duryea (Brian Donlevy, aka VILLAIN!!!), his practical-joking goon Jock Ramsey (Academy Award Winner Victor McLaglen) and his stepsister and headline entertainer Lil (Stanwyck). Pretending to be a jewel thief on the lam, Perry will join Bat's gang (the robberies finance the casino), antagonize Jock and fall in love with Lil. The plot will be interspersed with musical numbers until the gang relocates to Baltimore, once tipped off that the Midwest is too hot for them. Every so often in movies, Barbara Stanwyck sings. This Is My Affair proves that she should have done it less often. She may have been more plausible later as a jazz singer in Ball of Fire, but singing (or sometimes humming) these old-timey numbers she's dead in the water.
The payoff comes when Perry tips the feds off (via the President) to the Baltimore robbery. He and Jock are captured while Bat is killed -- and given Donlevy's lifeless performance it's no great loss. Perry and Jock are sentenced to death, but Perry delays using his lifeline to McKinley until he can get Jock to use his lifeline by revealing his government source. In what was clearly meant to be the big acting showcase for both Taylor and McLaglen, Perry details the horrors of the gallows while taunting Jock about how his buddy in the government is going to let him twist in the wind. At last Jock cracks and speaks the crucial name. In a modern picture this revelation of the "big bad" would certainly portend another action climax, but the fate of this guilty man ultimately proves irrelevant. Instead, the sole remaining drama is whether Perry will hang. He writes a letter to the President expecting a quick response and release, only to learn that ... well, read your history books. Now Perry's only chance is to get the visiting Lil to appeal to the new President, Theodore Roosevelt (played to this point by Sidney Blackmer as a blowhard buffoon). This means he has to explain that he was a government plant all along -- a rat, to Lil's mind. Not only has he betrayed her brother, but she also assumes that his love for her was all fake. Those still seeking subtext can make of that what they like. In a rage she tells him to go hang, but being a fickle female she soon thinks better of this and is off to the White House to straighten things out.
We never do find out when Perry died, but the film died long before. Stanwyck and Taylor didn't team up again until 1964, long after they had divorced, in one of William Castle's casting stunts. The fates were against it. She was a freelancer and he was an M-G-M man who didn't get loaned out too often. Also, if This Is My Affair was their showcase as a romantic team, who'd want to see more? I've given it more space than it really deserves only because of the novelty of its appearance on the Fox Movie Channel this week. Even at its best, the channel was poor competition for Turner Classic Movies, but even today it still digs up the occasional long-unseen obscurity. This hackneyed Affair perhaps should have stayed buried, but Classic Hollywood buffs of many sorts may yet find things of interest in it.